Modeling correlated market and credit risk in fixed income portfolios
| Year of publication: |
2002
|
|---|---|
| Authors: | Barnhill Jr, Theodore M. ; Maxwell, William F. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 2, p. 347-374
|